+243.0%
CB vs LPLA
+892.4%
-649.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.1% |
| 30D | +6.5% | -7.7% | +14.2% | +8.2% |
| 3M | +4.1% | -15.7% | +19.8% | +8.1% |
| 6M | +14.4% | +0.8% | +13.6% | +12.6% |
| YTD | +17.5% | -14.2% | +31.7% | +19.7% |
| 1Y | +27.5% | -17.9% | +45.5% | +31.3% |
| 3Y | +71.6% | +36.1% | +35.5% | +44.1% |
| 5Y | +100.6% | +90.3% | +10.3% | +43.8% |
| 10Y | +243.0% | +841.0% | -598.0% | +61.5% |
| All | +243.0% | +892.4% | -649.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling